+767.4%
GOOG vs CB
+225.2%
+542.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | -3.6% | -2.4% | -1.2% | -2.9% |
| 3M | -6.4% | +2.8% | -9.2% | -7.7% |
| 6M | +7.8% | +4.8% | +3.0% | +5.5% |
| YTD | +5.5% | +9.2% | -3.7% | +1.6% |
| 1Y | +38.3% | +22.8% | +15.5% | +27.5% |
| 3Y | +143.1% | +71.1% | +71.9% | +92.8% |
| 5Y | +135.0% | +101.0% | +34.0% | +72.9% |
| All | +767.4% | +225.2% | +542.2% | +433.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling